Machine Learning & Quant Finance

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Quant Letter: July 2023, Week 1

blog.ml-quant.com

Quant Letter: July 2023, Week 1

Weekly quantitative finance newsletter

DS
Jul 5, 2023
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Quant Letter: July 2023, Week 1

blog.ml-quant.com
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Again a great week for quant research. Let me know in the comment sections if there are any papers that I left out. I will start this week’s newletter off with an article that caught my eye.

Intraday Stock Predictability Everywhere

“With approximately 900 million observations we conduct, to our knowledge, the largest study ever of intraday stock return p…

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